Press Releases

"Long positions in metals, sugar, and stock index futures helped to propel CTAs to a winning month," says Sol Waksman, founder and president of The Barclay Group.

The Barclay BTOP50 Index, which monitors the performance of the largest CTA's, gained 1.01 percent in January.

Six out of eight Barclay CTA indices were up in January. The Barclay Diversified Traders Index gained 1.79 percent, and The Barclay Systematic Traders Index was up 1.28 percent. Currency Traders and Agricultural Traders had slight losses.

"Cross currents in currency markets created problems for many participants as the US dollar weakened against the European currencies while strengthening against the Japanese yen," says Waksman. "Increased volatility in the agricultural markets resulted in heavily fluctuating prices for corn, soybeans, and soybean products."